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Soc. Generale Put 600 SLHN 20.09..../  DE000SW3MUD2  /

Frankfurt Zert./SG
2024-07-26  9:40:12 PM Chg.-0.008 Bid9:57:19 PM Ask9:57:19 PM Underlying Strike price Expiration date Option type
0.041EUR -16.33% 0.040
Bid Size: 10,000		 0.064
Ask Size: 10,000		 SWISS LIFE HOLDING A... 600.00 CHF 2024-09-20 Put
 

Master data

WKN: SW3MUD
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 600.00 CHF
Maturity: 2024-09-20
Issue date: 2023-09-19
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -121.72
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -0.68
Time value: 0.06
Break-even: 619.74
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 21.28%
Delta: -0.14
Theta: -0.14
Omega: -17.33
Rho: -0.16
 

Quote data

Open: 0.047
High: 0.057
Low: 0.041
Previous Close: 0.049
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -43.84%
3 Months
  -87.58%
YTD
  -93.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.036
1M High / 1M Low: 0.074 0.036
6M High / 6M Low: 0.450 0.036
High (YTD): 2024-01-03 0.680
Low (YTD): 2024-07-22 0.036
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.225
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.78%
Volatility 6M:   154.60%
Volatility 1Y:   -
Volatility 3Y:   -